-12.9%
VMC vs FIVE
+65.4%
-78.3%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.4% | -1.8% |
| 7D | -0.5% | +3.7% | -4.2% | -1.1% |
| 30D | -9.1% | +4.0% | -13.1% | -9.7% |
| 3M | -4.1% | +36.2% | -40.4% | -8.8% |
| 6M | -5.5% | +18.0% | -23.5% | -8.4% |
| YTD | -8.9% | +34.9% | -43.8% | -14.0% |
| 1Y | -12.9% | +67.9% | -80.9% | -20.8% |
| All | -12.9% | +65.4% | -78.3% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FIVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling